+122.5%
EW vs ELV
+258.8%
-136.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.5% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | -1.6% | -6.1% | +4.6% | -0.3% |
| 6M | +2.3% | +42.8% | -40.5% | -8.4% |
| YTD | +1.1% | +14.4% | -13.3% | -4.3% |
| 1Y | +8.0% | +28.6% | -20.6% | -1.8% |
| 3Y | +16.3% | -7.4% | +23.8% | +13.6% |
| 5Y | -29.4% | +14.5% | -43.9% | -37.9% |
| All | +122.5% | +258.8% | -136.4% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ELV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling